NonstandardSwaption::arguments Class Reference

Arguments for nonstandard swaption calculation More...

#include <nonstandardswaption.hpp>

Inheritance diagram for NonstandardSwaption::arguments:

Collaboration diagram for NonstandardSwaption::arguments:

Public Member Functions
	arguments ()=default
void	validate () const override
Public Member Functions inherited from NonstandardSwap::arguments
	arguments ()=default
void	validate () const override
Public Member Functions inherited from Swap::arguments
void	validate () const override
Public Member Functions inherited from PricingEngine::arguments
virtual	~arguments ()=default
virtual void	validate () const =0
Public Member Functions inherited from Option::arguments
	arguments ()=default
void	validate () const override

Public Attributes
ext::shared_ptr< NonstandardSwap >	swap
Settlement::Type	settlementType
Settlement::Method	settlementMethod
Public Attributes inherited from NonstandardSwap::arguments
Swap::Type	type = Swap::Receiver
std::vector< Real >	fixedNominal
std::vector< Real >	floatingNominal
std::vector< Date >	fixedResetDates
std::vector< Date >	fixedPayDates
std::vector< Time >	floatingAccrualTimes
std::vector< Date >	floatingResetDates
std::vector< Date >	floatingFixingDates
std::vector< Date >	floatingPayDates
std::vector< Real >	fixedCoupons
std::vector< Real >	fixedRate
std::vector< Spread >	floatingSpreads
std::vector< Real >	floatingGearings
std::vector< Real >	floatingCoupons
ext::shared_ptr< IborIndex >	iborIndex
std::vector< bool >	fixedIsRedemptionFlow
std::vector< bool >	floatingIsRedemptionFlow
Public Attributes inherited from Swap::arguments
std::vector< Leg >	legs
std::vector< Real >	payer
Public Attributes inherited from Option::arguments
ext::shared_ptr< Payoff >	payoff
ext::shared_ptr< Exercise >	exercise

Detailed Description

Arguments for nonstandard swaption calculation

Definition at line 82 of file nonstandardswaption.hpp.

Constructor & Destructor Documentation

arguments()

arguments ( )

default

Member Function Documentation

validate()

void validate ( ) const

overridevirtual

Reimplemented from NonstandardSwap::arguments.

Definition at line 76 of file nonstandardswaption.cpp.

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Member Data Documentation

swap

ext::shared_ptr<NonstandardSwap> swap

Definition at line 86 of file nonstandardswaption.hpp.

settlementType

Settlement::Type settlementType

Definition at line 87 of file nonstandardswaption.hpp.

settlementMethod

Settlement::Method settlementMethod

Definition at line 88 of file nonstandardswaption.hpp.